+30.0%
CL vs PHM
+145.9%
-115.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | -3.2% | +1.0% | -1.8% |
| 30D | -4.8% | -6.4% | +1.6% | -4.0% |
| 3M | +4.9% | +5.5% | -0.6% | +4.0% |
| 6M | -5.7% | -5.4% | -0.3% | -5.3% |
| YTD | +14.4% | +6.6% | +7.8% | +13.0% |
| 1Y | +8.7% | -8.8% | +17.6% | +9.4% |
| 3Y | +30.0% | +54.1% | -24.1% | +21.0% |
| All | +30.0% | +145.9% | -115.9% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PHM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling